Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,427.50 |
15,513.75 |
86.25 |
0.6% |
14,762.50 |
High |
15,522.75 |
15,606.75 |
84.00 |
0.5% |
15,418.00 |
Low |
15,361.50 |
15,460.00 |
98.50 |
0.6% |
14,720.50 |
Close |
15,501.25 |
15,538.50 |
37.25 |
0.2% |
14,979.25 |
Range |
161.25 |
146.75 |
-14.50 |
-9.0% |
697.50 |
ATR |
272.02 |
263.07 |
-8.95 |
-3.3% |
0.00 |
Volume |
590,194 |
584,743 |
-5,451 |
-0.9% |
3,542,778 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,975.25 |
15,903.75 |
15,619.25 |
|
R3 |
15,828.50 |
15,757.00 |
15,578.75 |
|
R2 |
15,681.75 |
15,681.75 |
15,565.50 |
|
R1 |
15,610.25 |
15,610.25 |
15,552.00 |
15,646.00 |
PP |
15,535.00 |
15,535.00 |
15,535.00 |
15,553.00 |
S1 |
15,463.50 |
15,463.50 |
15,525.00 |
15,499.25 |
S2 |
15,388.25 |
15,388.25 |
15,511.50 |
|
S3 |
15,241.50 |
15,316.75 |
15,498.25 |
|
S4 |
15,094.75 |
15,170.00 |
15,457.75 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,131.75 |
16,753.00 |
15,363.00 |
|
R3 |
16,434.25 |
16,055.50 |
15,171.00 |
|
R2 |
15,736.75 |
15,736.75 |
15,107.00 |
|
R1 |
15,358.00 |
15,358.00 |
15,043.25 |
15,547.50 |
PP |
15,039.25 |
15,039.25 |
15,039.25 |
15,134.00 |
S1 |
14,660.50 |
14,660.50 |
14,915.25 |
14,850.00 |
S2 |
14,341.75 |
14,341.75 |
14,851.50 |
|
S3 |
13,644.25 |
13,963.00 |
14,787.50 |
|
S4 |
12,946.75 |
13,265.50 |
14,595.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,606.75 |
14,751.75 |
855.00 |
5.5% |
227.75 |
1.5% |
92% |
True |
False |
640,278 |
10 |
15,606.75 |
14,609.25 |
997.50 |
6.4% |
281.25 |
1.8% |
93% |
True |
False |
665,152 |
20 |
15,610.25 |
14,609.25 |
1,001.00 |
6.4% |
269.75 |
1.7% |
93% |
False |
False |
659,344 |
40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.4% |
251.25 |
1.6% |
64% |
False |
False |
648,069 |
60 |
16,062.75 |
14,425.00 |
1,637.75 |
10.5% |
249.75 |
1.6% |
68% |
False |
False |
607,293 |
80 |
16,062.75 |
13,354.25 |
2,708.50 |
17.4% |
237.50 |
1.5% |
81% |
False |
False |
456,342 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.1% |
229.50 |
1.5% |
83% |
False |
False |
365,192 |
120 |
16,062.75 |
12,181.25 |
3,881.50 |
25.0% |
230.75 |
1.5% |
86% |
False |
False |
304,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,230.50 |
2.618 |
15,991.00 |
1.618 |
15,844.25 |
1.000 |
15,753.50 |
0.618 |
15,697.50 |
HIGH |
15,606.75 |
0.618 |
15,550.75 |
0.500 |
15,533.50 |
0.382 |
15,516.00 |
LOW |
15,460.00 |
0.618 |
15,369.25 |
1.000 |
15,313.25 |
1.618 |
15,222.50 |
2.618 |
15,075.75 |
4.250 |
14,836.25 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,536.75 |
15,468.50 |
PP |
15,535.00 |
15,398.25 |
S1 |
15,533.50 |
15,328.25 |
|